Minimization of functions having Lipschitz continuous first partial derivatives.
By L. Armijo. 1966
Subfields: Mathematical Optimization
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In Mathematical Optimization
- Simon Lacoste-Julien
- Gauthier Gidel
- Michael Patriksson
- S. Fukumoto
- Philip S. Thomas
- Aram Galstyan
- Daniel Ruiz
- Kelvin Kai Wing Ng
Citations in the corpus
- Painless Stochastic Gradient: Interpolation, Line-Search, and Convergence Rates (2019, methodology): “Armijo line-search [3] is a standard method for setting the step-size for gradient descent in the deterministic setting [61].”
- Learning Rate Adaptation in Stochastic Gradient Descent (2001, background): “(2.6) The main feature of the proposed learning rate adaptation scheme is that it exploits gradient–related information from the current as well as the two previous pattern presentations.”
- Why Gradient Clipping Accelerates Training: A Theoretical Justification for Adaptivity (2019, background): “Armijo (1966) proposed the famous backtracking line search algorithm to choose step size dynamically.”
- Why are Adaptive Methods Good for Attention Models? (2020, background): “Adaptive step sizes during optimization have long been studied [3, 21].”
- Optimization by Direct Search: New Perspectives on Some Classical and Modern Methods (2003, background): “The first criterion (2.4) is sometimes called the Armijo condition [9] [192].”
- Policy gradient in Lipschitz Markov Decision Processes (2015, methodology): “Such result is simply obtained by the maximization w.r.t. the step size of the following quadratic lower bound to the performance improvement derived 3 See (Armijo 1966) for conditions under which convergence occurs and a proof of convergence. from Lemma 8 using the L2-norm as metric: J θ t+1μ − J θ”
- A Stochastic Line Search Method with Convergence Rate Analysis (2018, background): “One popular line-search criteria specifies an acceptable step length should give sufficient decrease in the objective function f : (Armijo condition [1]) f(xk + αdk) ≤ f(xk)− θα ‖∇f(xk)‖(2) , (1.”
- Stochastic Adaptive Line Search for Differentially Private Optimization (2020, methodology): “Armijo line search [9], [10] is a classical technique to find a step size η that gives sufficient reduction in the objective function f .”
- Optimal mode-switching for hybrid systems with varying initial states (2008, methodology): “For each Xi we will moreover find the optimal a ⋆ i by executing a gradient descent algorithm with Armijo step size [1], under the assumption that Xi has N (i) elements, i.”
- Conjugate Gradient Methods with Armijo-type Line Searches (2002, methodology): “In this paper, we will propose two Armijo-type searches, both of which are based on the standard Armijo line search (see [ 2 ]).”
- Gradient Descent Approach to Optimal Mode Scheduling in Hybrid Dynamical Systems (2008, unknown): “(21), cm(λ;i)−1(λ) < cm(λ;i)(λ); and by the definition of the curve, cm(λ;i)−1(λ) = cm(λ;i)−1(0).”